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Computational economics
ICMA Centre Discussion Papers in Finance
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International review of financial analysis
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Testing for a Unit Root in a Process Exhibiting a Structural Break in the Presence of GARCH Errors
Brooks, Chris
;
Rew, Alistair G.
- In:
Computational economics
20
(
2002
)
3
,
pp. 157-176
Persistent link: https://www.econbiz.de/10007035897
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2
The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test
Brooks, Chris
;
Heravi, Saeed M.
- In:
Computational economics
13
(
1999
)
2
,
pp. 147-162
Persistent link: https://www.econbiz.de/10007057773
Saved in:
3
Chaos in Foreign Exchange Markets: A Sceptical View
Brooks, Chris
- In:
Computational economics
11
(
1998
)
3
,
pp. 265-282
Persistent link: https://www.econbiz.de/10007063943
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